+2,622.7%
NVDL vs NOC
+2.2%
+2,620.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -2.1% |
| 7D | -0.8% | -1.6% | +0.7% | -1.6% |
| 30D | +3.4% | -10.4% | +13.8% | -1.6% |
| 3M | +8.1% | -5.6% | +13.7% | +5.6% |
| 6M | +31.9% | -30.4% | +62.3% | +10.4% |
| YTD | +21.1% | -8.5% | +29.6% | +19.6% |
| 1Y | +34.0% | -8.3% | +42.4% | +33.3% |
| 3Y | +677.9% | +28.2% | +649.7% | +927.3% |
| All | +2,622.7% | +2.2% | +2,620.6% | +2,887.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling